Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion

DOI10.3934/dcdsb.2018159zbMath1395.65038OpenAlexW2802588315MaRDI QIDQ1671096

Yueyuan Gao, Tadahisa Funaki, Danielle Hilhorst

Publication date: 6 September 2018

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018159

zbMATH Keywords

finite volume methodsstochastic partial differential equationsnumerical simulationsmeasure-valued entropy solutionconvergence of numerical methods

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

Related Items

Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion ⋮ Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise ⋮ Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation

Cites Work

• Finite volume schemes for hyperbolic balance laws with multiplicative noise
• Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
• Long-time behavior in scalar conservation laws.
• A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws
• Stochastic scalar conservation laws
• Scalar conservation laws with stochastic forcing
• Infinite-dimensional dynamical systems in mechanics and physics
• Convergence of a finite volume scheme for a stochastic conservation law involving a \(Q\)-Brownian motion
• Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
• On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments
• On nonlinear stochastic balance laws
• Introduction to stochastic integration.
• The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation
• Numerical approximation of stochastic conservation laws on bounded domains
• THE CAUCHY PROBLEM FOR CONSERVATION LAWS WITH A MULTIPLICATIVE STOCHASTIC PERTURBATION
• Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
• Numerical simulations of the inviscid burgers equation with periodic boundary conditions and stochastic forcing
• Unnamed Item
• Unnamed Item
• Unnamed Item